Comparative pricing of American and European index options: An empirical analysis.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 363, doi. 10.1002/fut.3990140308
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1994 AND VI 14 AND IP 3
Results: 6
1
2
Cash settlement as an alternative settlement mechanism for the live hog futures contract.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 347, doi. 10.1002/fut.3990140307
- By:
- Publication type:
- Article
3
Assessing the intraday relationship between implied and historical volatility.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 323, doi. 10.1002/fut.3990140306
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- Publication type:
- Article
4
Using intraday data to test for effects of index futures on the underlying stock markets.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 293, doi. 10.1002/fut.3990140305
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- Publication type:
- Article
5
Triple-witching hour, the change in expiration timing, and stock market reaction.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 275, doi. 10.1002/fut.3990140304
- By:
- Publication type:
- Article
6
Forecasting the nearby basis of live cattle.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 3, p. 259, doi. 10.1002/fut.3990140303
- By:
- Publication type:
- Article